CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 448-2 449-0 0-6 0.2% 460-4
High 452-0 449-0 -3-0 -0.7% 471-0
Low 448-2 444-0 -4-2 -0.9% 444-0
Close 451-2 444-0 -7-2 -1.6% 444-0
Range 3-6 5-0 1-2 33.3% 27-0
ATR 13-4 13-0 -0-4 -3.3% 0-0
Volume 5,823 2,893 -2,930 -50.3% 63,529
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 460-5 457-3 446-6
R3 455-5 452-3 445-3
R2 450-5 450-5 444-7
R1 447-3 447-3 444-4 446-4
PP 445-5 445-5 445-5 445-2
S1 442-3 442-3 443-4 441-4
S2 440-5 440-5 443-1
S3 435-5 437-3 442-5
S4 430-5 432-3 441-2
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 534-0 516-0 458-7
R3 507-0 489-0 451-3
R2 480-0 480-0 449-0
R1 462-0 462-0 446-4 457-4
PP 453-0 453-0 453-0 450-6
S1 435-0 435-0 441-4 430-4
S2 426-0 426-0 439-0
S3 399-0 408-0 436-5
S4 372-0 381-0 429-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471-0 444-0 27-0 6.1% 6-5 1.5% 0% False True 12,705
10 488-0 444-0 44-0 9.9% 10-6 2.4% 0% False True 14,956
20 500-0 444-0 56-0 12.6% 10-6 2.4% 0% False True 27,327
40 557-0 444-0 113-0 25.5% 13-4 3.1% 0% False True 32,843
60 613-0 444-0 169-0 38.1% 12-5 2.9% 0% False True 33,399
80 702-0 444-0 258-0 58.1% 13-0 2.9% 0% False True 28,822
100 702-0 444-0 258-0 58.1% 11-7 2.7% 0% False True 24,212
120 702-0 444-0 258-0 58.1% 11-2 2.5% 0% False True 20,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 470-2
2.618 462-1
1.618 457-1
1.000 454-0
0.618 452-1
HIGH 449-0
0.618 447-1
0.500 446-4
0.382 445-7
LOW 444-0
0.618 440-7
1.000 439-0
1.618 435-7
2.618 430-7
4.250 422-6
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 446-4 451-2
PP 445-5 448-7
S1 444-7 446-3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.